-36.7%
AUR vs FND
-58.1%
+21.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.7% |
| 7D | +0.2% | -5.1% | +5.2% | +3.1% |
| 30D | -8.9% | -22.5% | +13.6% | +5.4% |
| 3M | +4.6% | -5.0% | +9.6% | +4.8% |
| 6M | +44.9% | -21.5% | +66.4% | +60.5% |
| YTD | +64.8% | -23.0% | +87.9% | +83.3% |
| 1Y | +16.4% | -44.9% | +61.3% | +58.3% |
| 3Y | +85.1% | -50.0% | +135.1% | +146.4% |
| 5Y | -36.1% | -63.3% | +27.2% | -11.6% |
| All | -36.7% | -58.1% | +21.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling